+213.8%
DKS vs SEDG
+75.6%
+138.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.3% | +4.1% | +1.1% |
| 7D | -2.9% | +3.6% | -6.5% | -3.4% |
| 30D | -37.7% | +9.3% | -47.0% | -38.5% |
| 3M | -38.9% | -39.1% | +0.2% | -36.4% |
| 6M | -31.1% | +1.8% | -32.9% | -34.3% |
| YTD | -31.8% | +22.0% | -53.9% | -36.9% |
| 1Y | -38.0% | +17.2% | -55.3% | -43.3% |
| 3Y | +28.6% | -76.3% | +105.0% | +32.0% |
| 5Y | +12.5% | -87.2% | +99.8% | +20.8% |
| 10Y | +198.3% | +108.6% | +89.7% | +113.1% |
| All | +213.8% | +75.6% | +138.1% | +118.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SEDG.
Daily Out/Under-Performance
Portfolio return minus SEDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEDG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SEDG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling